My strategy is set to exit on session close as it is run during RTH. The strategy exits properly in the strategy analyzer however when I run it in market replay, some days it exits on session close, some days it does not and holds the entire position over for the next day. What is causing this?
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Hello trader14,
Most often this is due to a position being re-entered after the exit on close event has occurred.
Below is a link to a forum post with a video that demonstrates exit on close does work, as well as an example script with sample code to prevent the behavior.
https://ninjatrader.com/support/foru...ose#post100666Chelsea B.NinjaTrader Customer Service
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